Anic Equity¶

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Total return since start: 0.555 %¶

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Equity now: -----------------------------> 47511.71 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46116.74 Kr¶

PnL: ---------------------------------------> -771.83 Kr¶

DD now: ---------------------------------> -2.299 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 15:53:02.224137'

Anic Portfolio¶

Today¶

Return: -0.917 %¶

This Week¶

Return: -0.837 %¶

Total¶

Return: 55.541 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 1.180000 3130.400000 159.400000 5.370000 2971.000006
HEBA B 70 -0.630000 2772.000000 136.000000 5.160000 2636.000010
FM Mattsson Mora Group B 50 -3.230000 3000.000000 73.000000 2.490000 2927.000000
Corem Property Group B 59 -1.140000 615.370000 38.370000 6.650000 576.999999
Samhällsbyggnadsbo. i Norden B 20 0.130000 391.400000 36.400000 10.250000 355.000000
MedCap 2 0.220000 457.000000 36.000000 8.550000 421.000000
SAAB B 8 0.070000 3409.600000 32.600000 0.970000 3377.000000
AcadeMedia 12 -3.750000 584.400000 27.400000 4.920000 557.000004
Resurs Holding 22 -1.410000 600.820000 26.820000 4.670000 573.999998
HMS Networks 2 -2.480000 693.200000 20.200000 3.000000 673.000000
Swedbank A 3 -0.310000 579.300000 15.300000 2.710000 564.000000
Securitas B 6 -1.060000 582.360000 12.360000 2.170000 570.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Boozt 12 -1.840000 1665.600000 11.600000 0.700000 1653.999996
Eastnine 4 -0.790000 502.400000 11.400000 2.320000 491.000000
OEM International B 7 -0.780000 534.800000 6.800000 1.290000 527.999997
Nordea Bank Abp 29 0.150000 3459.700000 5.700000 0.170000 3453.999992
Coor Service Management Hold. 8 -1.180000 535.600000 3.600000 0.680000 532.000000
Karnov Group 9 -0.660000 539.100000 3.100000 0.580000 536.000004
Intrum 4 -2.900000 529.600000 2.600000 0.490000 527.000000
Samhällsbyggnadsbo. i Norden D 12 -0.770000 248.400000 2.400000 0.980000 246.000000
Norva24 Group 16 -3.790000 544.960000 1.960000 0.360000 543.000000
Creaspac SPAC 6 0.310000 577.200000 0.200000 0.030000 577.000002
Handelsbanken A 5 -1.320000 540.500000 -5.500000 -1.010000 546.000000
CTEK 13 0.400000 519.480000 -14.520000 -2.720000 533.999999
Midsona B 63 -2.200000 561.330000 -21.670000 -3.720000 582.999984
Essity B 2 -1.610000 551.600000 -22.400000 -3.900000 574.000000
Essity A 4 -1.950000 1108.000000 -41.000000 -3.570000 1149.000000
International Petroleum Corp. 5 -1.520000 549.500000 -45.070000 -7.580000 594.565215
Vivesto 1368 0.750000 551.300000 -61.700000 -10.070000 612.999432
Sampo Oyj SDB 7 -1.190000 3762.500000 -87.500000 -2.270000 3850.000000
Fasadgruppen Group 35 1.960000 3647.000000 -164.000000 -4.300000 3810.999990
Axfood 13 -0.290000 3572.400000 -183.600000 -4.890000 3756.000001
OX2 18 -3.050000 1404.000000 -260.000000 -15.630000 1663.999992
Ovzon 52 -2.540000 2792.400000 -569.600000 -16.940000 3361.999992
TOTAL 46087.570000 -801.000000 -2.35935% 46888.564618

Updated:¶

'2023-01-25 15:52:00.330068'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶